Anic Equity

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Total return since start: 0.561 %

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Equity now: -----------------------------> 47692.96 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46298.04 Kr

PnL: ---------------------------------------> -590.53 Kr

DD now: ---------------------------------> -1.927 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 20:10:23.507859'

Anic Portfolio

This Week

Return: 0.336 %

Total

Return: 56.134 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.020000	3146.000000	175.000000	5.890000	2971.000006
HEBA B	70	0.770000	2754.500000	118.500000	4.500000	2636.000010
SAAB B	8	0.400000	3440.000000	63.000000	1.870000	3377.000000
FM Mattsson Mora Group B	50	-1.820000	2975.000000	48.000000	1.640000	2927.000000
Corem Property Group B	59	0.390000	613.600000	36.600000	6.340000	576.999999
AcadeMedia	12	2.400000	593.280000	36.280000	6.510000	557.000004
Boozt	12	3.770000	1686.000000	32.000000	1.930000	1653.999996
Resurs Holding	22	4.270000	601.040000	27.040000	4.710000	573.999998
Samhällsbyggnadsbo. i Norden B	20	0.630000	380.600000	25.600000	7.210000	355.000000
MedCap	2	1.140000	445.000000	24.000000	5.700000	421.000000
OEM International B	7	1.830000	546.000000	18.000000	3.410000	527.999997
Eastnine	4	-0.160000	508.800000	17.800000	3.630000	491.000000
Norva24 Group	16	-2.780000	560.000000	17.000000	3.130000	543.000000
HMS Networks	2	-0.230000	684.800000	11.800000	1.750000	673.000000
Intrum	4	-0.040000	536.000000	9.000000	1.710000	527.000000
Fastighetsbolag. Emilshus Pref	21	0.370000	567.000000	5.000000	0.890000	562.000005
Karnov Group	9	4.520000	540.900000	4.900000	0.910000	536.000004
Essity B	2	1.090000	577.400000	3.400000	0.590000	574.000000
Swedbank A	3	0.770000	567.300000	3.300000	0.590000	564.000000
Coor Service Management Hold.	8	0.980000	535.200000	3.200000	0.600000	532.000000
Essity A	4	0.000000	1150.000000	1.000000	0.090000	1149.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Handelsbanken A	5	0.690000	544.000000	-2.000000	-0.370000	546.000000
CTEK	13	2.440000	530.010000	-3.990000	-0.750000	533.999999
Samhällsbyggnadsbo. i Norden D	12	-0.500000	240.960000	-5.040000	-2.050000	246.000000
Nordea Bank Abp	29	0.810000	3448.680000	-5.320000	-0.150000	3453.999992
Securitas B	6	0.040000	564.000000	-6.000000	-1.050000	570.000000
Sampo Oyj SDB	7	1.480000	3843.000000	-7.000000	-0.180000	3850.000000
Midsona B	63	2.180000	560.070000	-22.930000	-3.930000	582.999984
International Petroleum Corp.	5	1.760000	548.000000	-46.570000	-7.830000	594.565215
Vivesto	1368	-0.390000	556.500000	-56.500000	-9.220000	612.999432
Axfood	13	0.540000	3660.800000	-95.200000	-2.530000	3756.000001
OX2	18	1.580000	1449.000000	-215.000000	-12.920000	1663.999992
Fasadgruppen Group	35	2.150000	3486.000000	-325.000000	-8.530000	3810.999990
Ovzon	52	-0.360000	2880.800000	-481.200000	-14.310000	3361.999992
TOTAL			46298.040000	-590.530000	-1.92665%	46888.564618

Updated:

'2023-01-20 20:07:55.738599'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.